A router will help, as well as Spybot. I suggest getting Ad-Aware as well - both are free.
The *best* suggestion to keep unwanted garbage off of your computer is to nix Internet Explorer. It's so full of holes it should be outlawed. I use Opera (you can use it for free if you're willing to put up with banner ads) which blocks about 98% of the garbage that gets put on your computer without your knowledge.
Example: Using IE with normal surfing (Yahoo!, Google, MSN) and running spybot or Ad-aware once a month, it would generally find between 50 and 100 things that had been installed on my computer without my knowledge. Using Opera, I can surf for three months and both software packages will find less than 5. Something to think about